+393.1%
GH vs ACWI
+144.7%
+248.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +1.4% |
| 7D | -7.0% | +0.3% | -7.3% | -7.3% |
| 30D | -5.2% | -2.8% | -2.4% | -0.8% |
| 3M | -5.8% | -3.2% | -2.6% | -1.3% |
| 6M | +65.9% | +1.3% | +64.6% | +62.7% |
| YTD | +55.5% | +11.2% | +44.2% | +32.8% |
| 1Y | +64.2% | +13.8% | +50.4% | +35.6% |
| 3Y | +606.0% | +76.2% | +529.9% | +208.2% |
| 5Y | +47.3% | +59.5% | -12.2% | -22.1% |
| All | +393.1% | +144.7% | +248.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling